-46.5%
COMP vs CG
+35.6%
-82.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.6% | -0.9% | +0.4% |
| 7D | +14.5% | +3.0% | +11.5% | +12.0% |
| 30D | +14.9% | +10.1% | +4.8% | +6.6% |
| 3M | -14.2% | -10.8% | -3.4% | -6.0% |
| 6M | +23.7% | -15.2% | +39.0% | +40.0% |
| YTD | +2.1% | -26.9% | +29.0% | +29.0% |
| 1Y | +26.2% | -17.0% | +43.2% | +43.0% |
| 3Y | +470.9% | +54.6% | +416.3% | +208.6% |
| 5Y | -14.0% | -16.7% | +2.7% | -29.4% |
| All | -46.5% | +35.6% | -82.1% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling